"We're Not Sure What's Going On": Markets Hit "Sell Everything" Moment After "Largest On Record" 8-Sigma Crash
Mar 19th 2020 12:15pm EDT
“We’re Not Sure What’s Going On”: Markets Hit “Sell Everything” Moment After “Largest On Record” 8-Sigma Crash Last week, following a series of unprecedented, shocking market moves, we explained that a big reason behind the decorrelated cross-asset rollercoaster was due to an unprecedented, the biggest ever VaR shock, that forced risk parity funds, which until […]
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